Public conn As New SqlConnection("Data Source=myServer;Initial Catalog=myDataBase;Integrated Security=SSPI")

Public Sub connect()
    Try
        conn.Open()
        Form1.lblmensajes1.Text = "CONNECTED..."
    Catch ex As Exception
         Form1.lblmensajes1.Text = "NOT CONNECTED"
         Form1.TextBox1.Text = ex.ToString

    End Try
 End Sub

ex.Message